ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 6,202.0 6,160.0 -42.0 -0.7% 5,780.0
High 6,208.0 6,184.0 -24.0 -0.4% 6,184.0
Low 6,156.0 6,130.0 -26.0 -0.4% 5,751.0
Close 6,189.0 6,168.0 -21.0 -0.3% 6,092.0
Range 52.0 54.0 2.0 3.8% 433.0
ATR 137.1 131.5 -5.6 -4.1% 0.0
Volume 22,412 19,782 -2,630 -11.7% 169,646
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,322.7 6,299.3 6,197.7
R3 6,268.7 6,245.3 6,182.9
R2 6,214.7 6,214.7 6,177.9
R1 6,191.3 6,191.3 6,173.0 6,203.0
PP 6,160.7 6,160.7 6,160.7 6,166.5
S1 6,137.3 6,137.3 6,163.1 6,149.0
S2 6,106.7 6,106.7 6,158.1
S3 6,052.7 6,083.3 6,153.2
S4 5,998.7 6,029.3 6,138.3
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,308.0 7,133.0 6,330.2
R3 6,875.0 6,700.0 6,211.1
R2 6,442.0 6,442.0 6,171.4
R1 6,267.0 6,267.0 6,131.7 6,354.5
PP 6,009.0 6,009.0 6,009.0 6,052.8
S1 5,834.0 5,834.0 6,052.3 5,921.5
S2 5,576.0 5,576.0 6,012.6
S3 5,143.0 5,401.0 5,972.9
S4 4,710.0 4,968.0 5,853.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,208.0 5,932.0 276.0 4.5% 72.8 1.2% 86% False False 26,816
10 6,208.0 5,535.0 673.0 10.9% 121.5 2.0% 94% False False 35,753
20 6,208.0 5,535.0 673.0 10.9% 109.0 1.8% 94% False False 33,266
40 6,452.0 5,535.0 917.0 14.9% 80.8 1.3% 69% False False 26,525
60 6,452.0 5,535.0 917.0 14.9% 71.1 1.2% 69% False False 26,474
80 6,452.0 5,535.0 917.0 14.9% 62.1 1.0% 69% False False 19,901
100 6,452.0 5,535.0 917.0 14.9% 51.8 0.8% 69% False False 15,942
120 6,452.0 5,535.0 917.0 14.9% 47.0 0.8% 69% False False 13,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,413.5
2.618 6,325.4
1.618 6,271.4
1.000 6,238.0
0.618 6,217.4
HIGH 6,184.0
0.618 6,163.4
0.500 6,157.0
0.382 6,150.6
LOW 6,130.0
0.618 6,096.6
1.000 6,076.0
1.618 6,042.6
2.618 5,988.6
4.250 5,900.5
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 6,164.3 6,158.5
PP 6,160.7 6,149.0
S1 6,157.0 6,139.5

These figures are updated between 7pm and 10pm EST after a trading day.

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